Linear models with correlated disturbances
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Publication:1202120
zbMath0757.62046MaRDI QIDQ1202120
Publication date: 23 January 1993
Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)
linear models; estimation techniques; autoregressive-moving average process; correlated disturbances; geometry of linear spaces; types of autocorrelation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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